Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.558 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47584.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46186.17 Kr¶

PnL: ---------------------------------------> -702.4 Kr¶

DD now: ---------------------------------> -2.15 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:26:50.002245'

Anic Portfolio¶

Today¶

Return: 0.12 %¶

This Week¶

Return: 0.12 %¶

Total¶

Return: 55.778 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.790000 766.000000 93.000000 13.820000 673.000000
Nordea Bank Abp 29 0.400000 3528.720000 74.720000 2.160000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.210000 391.200000 36.200000 10.200000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
AcadeMedia 12 1.370000 587.280000 30.280000 5.440000 557.000004
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
Swedbank A 3 -0.100000 588.750000 24.750000 4.390000 564.000000
Intrum 4 -0.770000 543.800000 16.800000 3.190000 527.000000
OEM International B 7 -0.640000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -1.390000 579.840000 9.840000 1.730000 570.000000
Corem Property Group B 59 -4.380000 586.760000 9.760000 1.690000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Creaspac SPAC 6 -0.930000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Boozt 12 -1.580000 1644.000000 -10.000000 -0.600000 1653.999996
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
CTEK 13 -1.280000 503.100000 -30.900000 -5.790000 533.999999
Essity B 2 1.160000 540.600000 -33.400000 -5.820000 574.000000
Vivesto 1368 2.320000 566.900000 -46.100000 -7.520000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
OX2 18 1.680000 1469.700000 -194.300000 -11.680000 1663.999992
Axfood 13 1.460000 3517.800000 -238.200000 -6.340000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46186.170000 -702.400000 -2.15032% 46888.564618

Updated:¶

'2023-01-30 10:27:02.996768'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶